CME Euro FX (E) Future March 2019
| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
1.1550 |
1.1519 |
-0.0031 |
-0.3% |
1.1668 |
| High |
1.1576 |
1.1561 |
-0.0015 |
-0.1% |
1.1700 |
| Low |
1.1502 |
1.1484 |
-0.0018 |
-0.2% |
1.1484 |
| Close |
1.1507 |
1.1555 |
0.0048 |
0.4% |
1.1555 |
| Range |
0.0074 |
0.0077 |
0.0004 |
4.8% |
0.0216 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.3% |
0.0000 |
| Volume |
1,343 |
771 |
-572 |
-42.6% |
10,571 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1764 |
1.1736 |
1.1597 |
|
| R3 |
1.1687 |
1.1659 |
1.1576 |
|
| R2 |
1.1610 |
1.1610 |
1.1569 |
|
| R1 |
1.1582 |
1.1582 |
1.1562 |
1.1596 |
| PP |
1.1533 |
1.1533 |
1.1533 |
1.1540 |
| S1 |
1.1505 |
1.1505 |
1.1547 |
1.1519 |
| S2 |
1.1456 |
1.1456 |
1.1540 |
|
| S3 |
1.1379 |
1.1428 |
1.1533 |
|
| S4 |
1.1302 |
1.1351 |
1.1512 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2228 |
1.2107 |
1.1673 |
|
| R3 |
1.2012 |
1.1891 |
1.1614 |
|
| R2 |
1.1796 |
1.1796 |
1.1594 |
|
| R1 |
1.1675 |
1.1675 |
1.1574 |
1.1627 |
| PP |
1.1580 |
1.1580 |
1.1580 |
1.1556 |
| S1 |
1.1459 |
1.1459 |
1.1535 |
1.1411 |
| S2 |
1.1364 |
1.1364 |
1.1515 |
|
| S3 |
1.1148 |
1.1243 |
1.1495 |
|
| S4 |
1.0932 |
1.1027 |
1.1436 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1700 |
1.1484 |
0.0216 |
1.9% |
0.0077 |
0.7% |
33% |
False |
True |
2,114 |
| 10 |
1.1777 |
1.1484 |
0.0293 |
2.5% |
0.0075 |
0.6% |
24% |
False |
True |
1,648 |
| 20 |
1.1792 |
1.1484 |
0.0308 |
2.7% |
0.0073 |
0.6% |
23% |
False |
True |
1,859 |
| 40 |
1.1989 |
1.1484 |
0.0505 |
4.4% |
0.0072 |
0.6% |
14% |
False |
True |
1,068 |
| 60 |
1.1989 |
1.1484 |
0.0505 |
4.4% |
0.0067 |
0.6% |
14% |
False |
True |
733 |
| 80 |
1.2003 |
1.1484 |
0.0519 |
4.5% |
0.0060 |
0.5% |
14% |
False |
True |
559 |
| 100 |
1.2110 |
1.1484 |
0.0626 |
5.4% |
0.0060 |
0.5% |
11% |
False |
True |
456 |
| 120 |
1.2296 |
1.1484 |
0.0812 |
7.0% |
0.0062 |
0.5% |
9% |
False |
True |
387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1888 |
|
2.618 |
1.1763 |
|
1.618 |
1.1686 |
|
1.000 |
1.1638 |
|
0.618 |
1.1609 |
|
HIGH |
1.1561 |
|
0.618 |
1.1532 |
|
0.500 |
1.1523 |
|
0.382 |
1.1513 |
|
LOW |
1.1484 |
|
0.618 |
1.1436 |
|
1.000 |
1.1407 |
|
1.618 |
1.1359 |
|
2.618 |
1.1282 |
|
4.250 |
1.1157 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1.1544 |
1.1554 |
| PP |
1.1533 |
1.1554 |
| S1 |
1.1523 |
1.1554 |
|